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Assured Guaranty

261 hedge funds and large institutions have $3.48B invested in Assured Guaranty in 2016 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 89 increasing their positions, 109 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 24

6% more capital invested

Capital invested by funds: $3.29B → $3.48B (+$189M)

3% more funds holding

Funds holding: 254261 (+7)

0% more funds holding in top 10

Funds holding in top 10: 1111 (0)

1.3% less ownership

Funds ownership: 96.55%95.25% (-1.3%)

18% less repeat investments, than reductions

Existing positions increased: 89 | Existing positions reduced: 109

28% less call options, than puts

Call options by funds: $23.9M | Put options by funds: $33.4M

Holders
261
Holders Change
+7
Holders Change %
+2.76%
% of All Funds
6.96%
Holding in Top 10
11
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.29%
New
32
Increased
89
Reduced
109
Closed
24
Calls
$23.9M
Puts
$33.4M
Net Calls
-$9.44M
Net Calls Change
-$10.9M
Name Holding Trade Value Shares
Change
Change in
Stake
Deutsche Bank
76
Deutsche Bank
Germany
$7.16M +$4.16M +154,365 +149%
Two Sigma Advisers
77
Two Sigma Advisers
New York
$7.04M -$4.87M -180,500 -42%
QI
78
QS Investors
New York
$6.95M -$2.18M -80,998 -24%
UBS AM
79
UBS AM
Illinois
$6.81M -$15.6M -578,720 -70%
Federated Hermes
80
Federated Hermes
Pennsylvania
$6.71M -$154K -5,723 -2%
Los Angeles Capital Management
81
Los Angeles Capital Management
California
$6.41M -$15.5K -575 -0.2%
VRS
82
Virginia Retirement Systems
Virginia
$6.38M
NAM
83
NorthCoast Asset Management
Connecticut
$6.17M -$3.22M -119,325 -35%
Swiss National Bank
84
Swiss National Bank
Switzerland
$6.07M -$410K -15,200 -7%
CC
85
Cipher Capital
New York
$5.99M +$564K +20,905 +11%
State Board of Administration of Florida Retirement System
86
State Board of Administration of Florida Retirement System
Florida
$5.95M -$12.4K -460 -0.2%
AP
87
AHL Partners
United Kingdom
$5.87M +$4.32M +160,239 +312%
BlackRock
88
BlackRock
New York
$5.66M -$1.44M -53,483 -21%
TA
89
Teachers Advisors
New York
$5.62M +$1.72M +63,868 +46%
OAM
90
Oxford Asset Management
United Kingdom
$5.5M +$1.33M +49,271 +33%
PPA
91
Parametric Portfolio Associates
Washington
$5.32M -$184K -6,832 -3%
BC
92
Burney Company
Virginia
$5.2M +$622K +23,082 +14%
Renaissance Technologies
93
Renaissance Technologies
New York
$5.13M +$4.98M +184,700 New
CS
94
Credit Suisse
Switzerland
$4.99M +$963K +35,716 +25%
MHS
95
M Holdings Securities
Oregon
$4.95M
T
96
Tahithromos
New York
$4.9M +$1.4M +52,010 +42%
Jacobs Levy Equity Management
97
Jacobs Levy Equity Management
New Jersey
$4.79M +$2.68M +99,450 +136%
Susquehanna International Group
98
Susquehanna International Group
Pennsylvania
$4.66M
Stifel Financial
99
Stifel Financial
Missouri
$4.62M +$20.2K +751 +0.5%
N
100
Nuveen
North Carolina
$4.3M -$4.56M -169,100 -52%

AGO Hedge Fund Activity: Q3 2016 in Review

261 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2016, worth a combined $3.48B — up 5.8% from $3.29B a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new AGO positions and 24 closed out — a net gain of 8 holders — while 89 added to existing stakes and 109 trimmed.

The largest buyer was Prudential Financial, adding an estimated $12.8M. The largest seller was AJO LP, cutting an estimated $23.2M.

  • 261 institutional investors held Assured Guaranty (AGO) as of Q3 2016, up from 254 in Q2 2016.
  • Funds reported $3.48B of Assured Guaranty stock for Q3 2016, up 5.8% quarter-over-quarter.
  • 32 funds opened new Assured Guaranty positions in Q3 2016 and 24 closed out, a net change of +8 holders.
  • The largest Assured Guaranty buyer in Q3 2016 was Prudential Financial, an estimated $12.8M added.
  • The largest Assured Guaranty seller in Q3 2016 was AJO LP, an estimated $23.2M sold.

Based on aggregated 13F filings for Q3 2016.